Yes, I think chagrin is probably best. The dictionary defines it as "Distress or embarassment at having failed or been humiliated".

Hm - I think these are judgements/evaluations rather than emotions/feelings.

OK - most of these aren't emotions though.

@EdwinAshworth I guess so. I guess I'm looking for a word that also reflects your embarassment at what you've done. Something halfway between frustration (which doesn't focus on yourself) and embarassment (which puts too much focus on yourself). I think. Frustassment perhaps?